+57.2%
HON vs ESTC
+31.2%
+26.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.4% | +1.4% |
| 7D | -3.6% | -8.1% | +4.5% | -2.8% |
| 30D | -15.3% | +31.7% | -47.0% | -18.1% |
| 3M | -7.9% | +41.1% | -48.9% | -11.9% |
| 6M | -18.1% | +77.1% | -95.1% | -23.9% |
| YTD | +3.8% | +21.7% | -17.9% | +0.2% |
| 1Y | +0.5% | +8.4% | -7.9% | -2.1% |
| 3Y | +19.8% | +23.6% | -3.9% | +9.9% |
| 5Y | +2.9% | -46.5% | +49.4% | +1.6% |
| All | +57.2% | +31.2% | +26.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling